findroot {locpolExpectile}

One-to-one mapping relating expectiles and quantiles

Description

Ont-to-one mapping (see Proposition 1 in Adam and Gijbels (2021a))

Usage

findroot(X, Y, omega, alpha, p = 1)

Arguments

X

The covariate data values.

Y

The response data values.

omega

Numeric vector of level between 0 and 1 where 0.5 corresponds to the mean.

alpha

Alpha value corresponding to the omega value given by the one-to-one mapping

p

The order of the local polynomial estimator. In default setting, p=1.

Value

findroot returns the one-to-one mapping

References

Adam, C. and Gijbels, I. (2021a). Local polynomial expectile regression. Annals of the Institute of Statistical Mathematics doi:10.1007/s10463-021-00799-y.